+4,389.8%
FTNT vs MTUM
+595.4%
+3,794.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +3.0% |
| 7D | +1.6% | +1.2% | +0.3% | +0.3% |
| 30D | -1.9% | -1.7% | -0.2% | -0.5% |
| 3M | +14.4% | -0.5% | +14.8% | +12.1% |
| 6M | +88.7% | +22.3% | +66.3% | +46.0% |
| YTD | +100.0% | +21.4% | +78.7% | +55.3% |
| 1Y | +99.9% | +20.0% | +79.8% | +56.8% |
| 3Y | +147.9% | +113.0% | +35.0% | +1.1% |
| 5Y | +155.8% | +77.3% | +78.5% | +31.7% |
| 10Y | +2,121.1% | +350.5% | +1,770.6% | +310.7% |
| All | +4,389.8% | +595.4% | +3,794.4% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling